-87.2%
SOXS vs REGN
+43.8%
-131.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -3.0% | +42.2% | +39.9% |
| 7D | +94.9% | +10.3% | +84.6% | +87.3% |
| 30D | +174.1% | +22.2% | +151.9% | +162.5% |
| 3M | +82.4% | +17.6% | +64.8% | +75.2% |
| 6M | -27.7% | +28.9% | -56.6% | -32.6% |
| YTD | -86.6% | +17.4% | -104.0% | -87.8% |
| 1Y | -87.2% | +40.9% | -128.0% | -91.1% |
| All | -87.2% | +43.8% | -131.0% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded REGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling